Electrical transport properties of thin epitaxially grown iron films
We have determined the components of the magnetoresistance tensor through the fifth order in the magnetization direction cosines for four epitaxially grown iron films with thick...
Publications
4 shownNonparametric Tests of Alternative Option Pricing Models Using All Reported Trades and Quotes on the 30 Most Active CBOE Option Classes from August 23, 1976 through August 31, 1978
ABSTRACT The tests reported here differ in several ways from those of most other papers testing option pricing models: an extremely large sample of observations of both trades a...
Nonparametric Tests of Alternative Option Pricing Models Using All Reported Trades and Quotes on the 30 Most Active CBOE Option Classes from August 23, 1976 Through August 31, 1978
The tests reported here differ in several ways from those of most other papers testing option pricing models: an extremely large sample of observations of both trades and bid-as...
The Valuation of Uncertain Income Streams and the Pricing of Options
A simple formula is developed for the valuation of uncertain income streams consistent with rational risk averse investor behavior and equilibrium in financial markets. Applying...
Frequent Co-Authors
Researcher Info
- h-index
- 4
- Publications
- 4
- Citations
- 2,496
- Institution
- United States Naval Research Laboratory
External Links
Impact Metrics
h-index
4
h-index: Number of publications with at least h citations each.